+2,300.3%
AVGO vs BABA
+15.0%
+2,285.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.7% | +12.5% | +9.7% |
| 7D | -0.9% | +3.8% | -4.7% | -2.1% |
| 30D | -11.6% | -5.4% | -6.3% | -10.6% |
| 3M | -25.2% | -17.9% | -7.2% | -21.8% |
| 6M | -25.4% | -24.1% | -1.4% | -20.9% |
| YTD | -7.2% | -27.4% | +20.3% | -1.0% |
| 1Y | -7.9% | -36.1% | +28.2% | +1.5% |
| 3Y | +262.1% | +35.4% | +226.8% | +213.4% |
| 5Y | +525.7% | -30.1% | +555.8% | +521.3% |
| 10Y | +2,300.3% | +15.8% | +2,284.5% | +1,735.3% |
| All | +2,300.3% | +15.0% | +2,285.3% | +1,735.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BABA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling